+288.8%
WMB vs CPNG
-76.9%
+365.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.1% |
| 7D | -1.7% | -5.4% | +3.8% | -1.3% |
| 30D | +0.7% | -11.1% | +11.8% | +1.4% |
| 3M | +1.5% | -3.0% | +4.5% | +1.4% |
| 6M | +0.1% | -23.5% | +23.6% | +1.3% |
| YTD | +22.9% | -37.8% | +60.7% | +26.1% |
| 1Y | +27.9% | -54.3% | +82.2% | +34.1% |
| 3Y | +139.1% | -20.8% | +159.9% | +139.2% |
| 5Y | +270.9% | -51.1% | +322.0% | +259.5% |
| All | +288.8% | -76.9% | +365.7% | +264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling